Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'240 | 101'242 | 51'419 CHF | 52'432 CHF | 99.77% | 99.77% |
15.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 125'000 | 125'000 | 101'953 | 101'953 | 55'395 CHF | 56'415 CHF | 100.00% | 100.00% |
14.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'111 CHF | 58'111 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'526 CHF | 55'526 CHF | 100.00% | 100.00% |
10.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 102'605 | 102'606 | 51'463 CHF | 52'490 CHF | 100.00% | 100.00% |
08.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'716 CHF | 54'966 CHF | 100.00% | 100.00% |
07.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'523 | 125'521 | 51'355 CHF | 52'610 CHF | 99.76% | 99.76% |
06.05.2024 | 2.60% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 145'121 | 145'120 | 55'076 CHF | 56'527 CHF | 99.52% | 99.52% |
03.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 171'248 | 171'247 | 54'788 CHF | 56'501 CHF | 99.69% | 99.69% |
02.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 179'431 | 179'433 | 51'963 CHF | 53'758 CHF | 100.00% | 100.00% |